I would say yes relationships are worth it, once you get the right one, I have been with my missus now for getting on for 11 years and married for 8 of that, however even then its not that easy.. but the pros outweigh the cons.
Beforehand I had relationships and experiences which almost mimic exactly what you are going through. However, its these bad relationships which also help mold you into a different person, how to look at things differently, how to act differently in a situation, I know for sure that If i didn't have bad relationships in the past where I learnt valuable lessons on how to treat and be treated my relationship now would probably not be existent.
It sounds like you are quite young, experience is earned over tine and you have to look at it that way otherwise you will shrink back. Keep moving forward, yeah it feels really bad when you see things like that.
I walked in on one of my ex GF with another guy who didn't know I was her current BF, it turns out she had two phones one for me and one for him. Looking back I should have seen the signs of which I wont go into now but if you have no experience of that then its hard to spot.
The most important thing is once a relationship is over even if its "friends" (After a relationship friends hardly ever works as one person will always want more than the other) don't look back or see how they are doing, once girls are done with a guy they will have nothing good to say as the majority are too weak to admit that they were part of the problem, its easier to blame it on the guy and make themselves look like they were the victim. Its why guys get such a bad wrap all the time... For the meantime, forget her, get involved in the car, surround yourself with mates, go to meets it will get easier to handle over time.